Padé identification of a Radau stability function
ID: pade-identification-of-a-radau-stability-function
Suppose an -stage Runge-Kutta method has order , an invertible matrix , and . Its stability function is . The adjugate matrix formula gives a rational function with denominator degree and numerator degree at most ; its zero limit at infinity lowers the latter degree to at most . The order of a numerical method gives , identifying the Padé approximant. Uniqueness follows because the cross-multiplied difference of two candidates has degree at most but a zero of order at least , so is identically zero. The A-stability of near-diagonal exponential Padé approximants then proves A-stability, and the zero limit proves L-stability. These conditions identify the stability function; they do not alone claim uniqueness of all entries of the Runge-Kutta method tableau.
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